+82.3%
HST vs MTSI
+206.4%
-124.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.0% |
| 7D | +3.6% | +10.0% | -6.4% | +1.4% |
| 30D | +11.2% | -20.3% | +31.6% | +15.1% |
| 3M | +13.1% | -24.4% | +37.5% | +17.1% |
| 6M | +23.9% | -39.2% | +63.1% | +33.3% |
| YTD | +52.3% | +35.5% | +16.8% | +28.3% |
| 1Y | +56.7% | +43.0% | +13.6% | +29.2% |
| 3Y | +87.5% | +196.3% | -108.7% | +14.4% |
| All | +82.3% | +206.4% | -124.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling